| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.420361 | 4.5856 | 6e-06 |
| 2 | -0.084225 | -0.9188 | 0.180033 |
| 3 | -0.408441 | -4.4556 | 1e-05 |
| 4 | -0.431285 | -4.7048 | 3e-06 |
| 5 | -0.066113 | -0.7212 | 0.236098 |
| 6 | 0.240583 | 2.6244 | 0.004908 |
| 7 | 0.19541 | 2.1317 | 0.017545 |
| 8 | -0.021227 | -0.2316 | 0.408638 |
| 9 | -0.129623 | -1.414 | 0.079984 |
| 10 | -0.18835 | -2.0547 | 0.021051 |
| 11 | -0.017438 | -0.1902 | 0.424728 |
| 12 | 0.314308 | 3.4287 | 0.000417 |
| 13 | 0.145378 | 1.5859 | 0.05771 |
| 14 | 0.136785 | 1.4922 | 0.069153 |
| 15 | 0.059687 | 0.6511 | 0.258115 |
| 16 | -0.151966 | -1.6578 | 0.05 |
| 17 | -0.16222 | -1.7696 | 0.039677 |
| 18 | -0.143075 | -1.5608 | 0.060618 |
| 19 | -0.063527 | -0.693 | 0.244831 |
| 20 | 0.01549 | 0.169 | 0.43305 |
| 21 | 0.11969 | 1.3057 | 0.097092 |
| 22 | -0.00309 | -0.0337 | 0.486582 |
| 23 | -0.106935 | -1.1665 | 0.122868 |
| 24 | -0.023897 | -0.2607 | 0.397392 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.420361 | 4.5856 | 6e-06 |
| 2 | -0.316931 | -3.4573 | 0.000379 |
| 3 | -0.308654 | -3.367 | 0.000512 |
| 4 | -0.190568 | -2.0788 | 0.01989 |
| 5 | 0.147871 | 1.6131 | 0.054688 |
| 6 | 0.070602 | 0.7702 | 0.221362 |
| 7 | -0.172827 | -1.8853 | 0.030913 |
| 8 | -0.143282 | -1.563 | 0.060351 |
| 9 | 0.093422 | 1.0191 | 0.155108 |
| 10 | -0.074524 | -0.813 | 0.208933 |
| 11 | 0.005928 | 0.0647 | 0.474275 |
| 12 | 0.296851 | 3.2383 | 0.000779 |
| 13 | -0.237983 | -2.5961 | 0.005308 |
| 14 | 0.285655 | 3.1161 | 0.001149 |
| 15 | 0.193987 | 2.1162 | 0.018208 |
| 16 | -0.159454 | -1.7394 | 0.042272 |
| 17 | -0.058477 | -0.6379 | 0.262378 |
| 18 | -0.043857 | -0.4784 | 0.316614 |
| 19 | 0.085095 | 0.9283 | 0.177572 |
| 20 | -0.130426 | -1.4228 | 0.078708 |
| 21 | -0.031038 | -0.3386 | 0.367758 |
| 22 | -0.063457 | -0.6922 | 0.245071 |
| 23 | -0.164799 | -1.7977 | 0.037376 |
| 24 | 0.04312 | 0.4704 | 0.31947 |
